Financial news database in C#

[Andy Nguyen]

Anyone knows of any plugin, component, searchable database for financial news. If none exists, I may have to write one from scratch.
The idea is that I can go back to a specific date in the past and see what events made the spread/index/correlation behaved that way it was.
I'm thinking hooking up to some free RSS feed from Reuters, Bloomberg, and other finance source out there.
Definitely don't want to reinvent the wheel so I would just put this out there to see if anyone has any input.

 

[doug reich]

Although bloomberg doesn't provide a good API for the news, I discovered the macro recording recently that may do the trick. Press Alt-R to record your keystrokes on Bloomberg, and you can write a simple program (look up macro recording in WAPI) to "play" the keystrokes back in the terminal. Obviously you will be automating the CN command here.

You can then write a wrapper program that will generate the searches you want and run them in the terminal for you. A simple level of automation though, not well-suited to large data pulls.

 

[Wallstyouth]

Anyone knows of any plugin, component, searchable database for financial news. If none exists, I may have to write one from scratch.
The idea is that I can go back to a specific date in the past and see what events made the spread/index/correlation behaved that way it was.
I'm thinking hooking up to some free RSS feed from Reuters, Bloomberg, and other finance source out there.
Definitely don't want to reinvent the wheel so I would just put this out there to see if anyone has any input.

Andy I don't know much about these guys but this might be interesting and worth a look

Trade The News - Live Audio Breaking News Analysis and Futures Calls

 

[Andy Nguyen]

Thanks for the input, guys.
To make it clear, we don't want to be tied up to a specific vendor or platform and we want to store the news in our database. This will enable us to create specific filters to our needs.
To start off, I'm thinking of reading news feeds in the XML, RSS format, store it in database. We are open to future additions from paid service like Bloomberg, Reuters but right now, just looking for free feed out there for testing purpose.

I wonder if TradeTheNews, Bloomberg would allow me to search for news in a specific date in the past, say 5 years ago.

 

[doug reich]

I guess this doesn't meet your criteria, but I'll throw it out there:

Now that you mention it, our trading platform (Knight Direct) provides RSS for company news (I think). Something like that might work as well, but obviously you want to platform independent. Don't think you can get historical news.

 

[AndreyB]

Hey Andy,

You can try FactSet. It is great database service for your financial needs (pricing, financial statements, balance sheet, company news, etc.) but very expensive though (I guess, you get what you pay for)...
They provide version for developers for additional fee.
We use them for pricing high yield.

 

[Andy Nguyen]

I thought I should play a bit with this before I find 3rd party software to do this so I wrote a RSS/XML news feed reader today to have the news component to use with my statistical component.
In the screen you will see that I wrote it as Excel VSTO. It will open a panel in Excel where I can lookup the data in my SQL, do a search on it.
I have a few news feed I add in the list from WSJ, FT, etc (Anyone knows if Bloomberg has any news feed anywhere?)
I can then read the new feeds in the windows below. The idea would be to have the news feed selected matching the dates of interest I pick on the chart.
I think I would have to store the news in SQL because I can't read xml/rss for a specific date from these feeds.

 

[Stock]

You can get Free Bloomberg database by Free software from Bodrenko.com
Bodrenko.com represents The new project " Iron Web "
with program " STOCK-Bodrenko.com"
Download " STOCK-Bodrenko.com "
Information/Help
This application produced to get real-time on-line performance of all stocks
being traded in the stock exchange. User determines the number of steps and time-spread.

 

[Connor Lyman]

Andy,

I too was looking to do exactly this,
Could you possibly send me a copy of your Excel File?
I am new to the programming scene and am not entirly sure how to do it my self at this point though Ide like to know.
I might recomend an extra tidbit, by examining the Universal set of identical historical occurences, scientific methodology can be applied to have your program build litereral theories of Macro Psychological responce to that specific situation, indicating the extent of a decline (Most and least) and potentially its duration, making for a very effective shorting algorythm.

If you send it over you can reach me at M.lyman@uconn.edu

Best,
Connor

 

[vincegata]

Like someone mentioned above, FactSet has such functionality. It is very impressive but expensive.

 

[Andy Nguyen]

I too was looking to do exactly this,
Could you possibly send me a copy of your Excel File?

It was not an excel file but an Excel plugin that coded in C# that connect to MS SQL database.

 

[Dragunov]

Hey guys,

I don't know of any financial news databases. However, I've been gathering daily local energy news for my trading operations for over a year now (on-and-off).

I'm using YahooPipes to aggregate feeds/parsed website info from all the relevant news sites, regulatory websites, blogs and then I use PHP on a local server to store the feeds and dates into a MySQL DB.

I chose yahoopipes because it's a great improvement from using PHP's cURL function in scraping webpages that aren't in the XML format (as in RSS feeds). Yahoopipes can automatically parse sites that aren't RSS-friendly, and it's got nifty plugins/features that can let you port it to various output streams. Plus you can actually use other pipes published by other users.